I like my weather to be in Goldilocks zone, actually: not too hot, not too cold, but just right. ;D
If I have to pick one of those, though, I'd have to say cold. Given our climate I have plenty of experience with cold, and besides: if the weather is cold you can go inside to warm yourself up, but if it's hot then there's really no escape in sight. There's only so much air conditioning and electric fans can do for you. Heat is also all too good at screwing up my computer and I've never been too good at taking high temperatures...except if it's in a sauna, but that's a national thing so it doesn't really count. :3